{"id":41289,"date":"2020-08-28T18:37:43","date_gmt":"2020-08-28T23:37:43","guid":{"rendered":"http:\/\/prefblog.com\/?p=41289"},"modified":"2020-08-28T18:37:43","modified_gmt":"2020-08-28T23:37:43","slug":"august-28-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41289","title":{"rendered":"August 28, 2020"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4300 %<\/td>\n1,667.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4300 %<\/td>\n3,060.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.01 %<\/td>\n5.10 %<\/td>\n63,951<\/td>\n15.25<\/td>\n3<\/td>\n0.4300 %<\/td>\n1,763.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0369 %<\/td>\n3,529.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n4.41 %<\/td>\n41,155<\/td>\n3.25<\/td>\n8<\/td>\n0.0369 %<\/td>\n4,215.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0369 %<\/td>\n3,289.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.54 %<\/td>\n4.67 %<\/td>\n82,498<\/td>\n3.99<\/td>\n4<\/td>\n0.0099 %<\/td>\n3,106.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.34 %<\/td>\n5.39 %<\/td>\n78,074<\/td>\n14.63<\/td>\n31<\/td>\n0.1725 %<\/td>\n3,421.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.45 %<\/td>\n4.27 %<\/td>\n121,648<\/td>\n16.32<\/td>\n67<\/td>\n-0.0124 %<\/td>\n2,102.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.16 %<\/td>\n99,115<\/td>\n14.84<\/td>\n27<\/td>\n0.0885 %<\/td>\n3,354.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n2.20 %<\/td>\n40,701<\/td>\n1.40<\/td>\n3<\/td>\n-0.2412 %<\/td>\n1,806.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.25 %<\/td>\n4.10 %<\/td>\n235,435<\/td>\n0.88<\/td>\n11<\/td>\n0.0000 %<\/td>\n2,619.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.38 %<\/td>\n131,498<\/td>\n1.40<\/td>\n2<\/td>\n0.4654 %<\/td>\n2,844.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.69 %<\/td>\n4.45 %<\/td>\n90,602<\/td>\n16.11<\/td>\n22<\/td>\n0.7154 %<\/td>\n2,115.2<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 11.13
\nEvaluated at bid price : 11.13
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 13.70
\nEvaluated at bid price : 13.70
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 13.37
\nEvaluated at bid price : 13.37
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 12.25
\nEvaluated at bid price : 12.25
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.72
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 24.17
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 24.39
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 8.65
\nEvaluated at bid price : 8.65
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 19.93
\nEvaluated at bid price : 19.93
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 10.52
\nEvaluated at bid price : 10.52
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.16
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 21.06
\nEvaluated at bid price : 21.06
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 10.40
\nEvaluated at bid price : 10.40
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 23.83
\nEvaluated at bid price : 24.21
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 17.03
\nEvaluated at bid price : 17.03
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 8.65
\nEvaluated at bid price : 8.65
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n5.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n6.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 20.14
\nEvaluated at bid price : 20.14
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n69,060<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n56,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n50,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-09-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -1.05 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n50,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 16.37
\nEvaluated at bid price : 16.37
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n28,570<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n26,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
There were 24 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.70 – 24.80
\nSpot Rate : 1.1000
\nAverage : 0.6413<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 25.23 – 26.23
\nSpot Rate : 1.0000
\nAverage : 0.6091<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-09-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 2.60 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 18.90 – 20.00
\nSpot Rate : 1.1000
\nAverage : 0.7333<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.15 – 23.00
\nSpot Rate : 0.8500
\nAverage : 0.5161<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.15
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.50 – 22.13
\nSpot Rate : 0.6300
\nAverage : 0.3782<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 15.16 – 15.85
\nSpot Rate : 0.6900
\nAverage : 0.4738<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-28
\nMaturity Price : 15.16
\nEvaluated at bid price : 15.16
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-41289","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41289","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=41289"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41289\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41289"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41289"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41289"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}